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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records
All sourcesNASA NTRSDOE OSTI
NASA NTRS1991

Colored noise effects on batch attitude accuracy estimates

The effects of colored noise on the accuracy of batch least squares parameter estimates with applications to attitude determination cases are investigated. The standard approaches used for estimating the accuracy of a computed attitude commonly assume uncorrelated (white) measurement noise, while in actual flight experience measurement noise often contains significant time correlations and thus is colored. For example, horizon scanner measurements from low Earth orbit were observed to show correlations over many minutes in response to large scale atmospheric phenomena. A general approach to the analysis of the effects of colored noise is investigated, and interpretation of the resulting equations provides insight into the effects of any particular noise color and the worst case noise coloring for any particular parameter estimate. It is shown that for certain cases, the effects of relatively short term correlations can be accommodated by a simple correction factor. The errors in the predicted accuracy assuming white noise and the reduced accuracy due to the suboptimal nature of estimators that do not take into account the noise color characteristics are discussed. The appearance of a variety of sample noise color characteristics are demonstrated through simulation, and their effects are discussed for sample estimation cases. Based on the analysis, options for dealing with the effects of colored noise are discussed.

Bilanow, Stephen↗
NASA NTRS2011

AMT-200S Motor Glider Parameter and Performance Estimation

Parameter and performance estimation of an instrumented motor glider was conducted at the National Aeronautics and Space Administration Dryden Flight Research Center in order to provide the necessary information to create a simulation of the aircraft. An output-error technique was employed to generate estimates from doublet maneuvers, and performance estimates were compared with results from a well-known flight-test evaluation of the aircraft in order to provide a complete set of data. Aircraft specifications are given along with information concerning instrumentation, flight-test maneuvers flown, and the output-error technique. Discussion of Cramer-Rao bounds based on both white noise and colored noise assumptions is given. Results include aerodynamic parameter and performance estimates for a range of angles of attack.

Taylor, Brian R.↗
NASA NTRS1993

Optimal realizable filters and the minimum Euclidean distance principle

Minimizing a Euclidean distance in the complex plane optimizes a wide class of correlation metrics for filters implemented on realistic devices. The algorithm searches over no more than two real scalars (gain and phase). It unifies a variety of previous solutions for special cases (e.g., a maximum signal-to-noise ratio with colored noise and a real filter and a maximum correlation intensity with no noise and a coupled filter). It extends optimal partial information filter theory to arbitrary spatial light modulators (fully complex, coupled, discrete, finite contrast ratio, and so forth), additive input noise (white or colored), spatially nonuniform filter modulators, and additive correlation detection noise (including signal dependent noise).

Juday, Richard D.↗
NASA NTRS2012

Using Indirect Turbulence Measurements for Real-Time Parameter Estimation in Turbulent Air

The use of indirect turbulence measurements for real-time estimation of parameters in a linear longitudinal dynamics model in atmospheric turbulence was studied. It is shown that measuring the atmospheric turbulence makes it possible to treat the turbulence as a measured explanatory variable in the parameter estimation problem. Commercial off-the-shelf sensors were researched and evaluated, then compared to air data booms. Sources of colored noise in the explanatory variables resulting from typical turbulence measurement techniques were identified and studied. A major source of colored noise in the explanatory variables was identified as frequency dependent upwash and time delay. The resulting upwash and time delay corrections were analyzed and compared to previous time shift dynamic modeling research. Simulation data as well as flight test data in atmospheric turbulence were used to verify the time delay behavior. Recommendations are given for follow on flight research and instrumentation.

Martos, Borja↗
NASA NTRS1980

Parameter identification of linear discrete stochastic systems with time delays

An identification algorithm that uses the maximum likelihood technique to identify the unknown time delays, plant parameters, and noise covariances of linear discrete stochastic systems is presented. Cases of additive white noise and colored measurement noises are considered. The likelihood function is evaluated using either a minimum-variance (Kalman) filter or a minimal-order observer. The Kalman filter is used in the identification algorithm to provide minimum-variance estimates. The minimal-order observer is a lower-dimensional and computationally simpler filter, and is advantageous especially for systems with long delays. It provides a less optimal solution to the minimum-mean-square state estimation problem. The colored-noise observer algorithm has the disadvantage of having to compute an extra error covariance matrix of lower order.

Wong, E. C.↗
DOE OSTI2025

Data-Driven Closures and Assimilation for Stiff Multiscale Random Dynamics

Here, we introduce a data-driven and physics-informed framework for propagating uncertainty in stiff, multiscale random ordinary differential equations (RODEs) driven by correlated (colored) noise. Unlike systems subjected to Gaussian white noise, a deterministic equation for the joint probability density function (PDF) of RODE state variables does not exist in closed form. Moreover, such an equation would require as many phase-space variables as there are states in the RODE system. To alleviate this curse of dimensionality, we instead derive exact, albeit unclosed, reduced-order PDF (RoPDF) equations for low-dimensional observables/quantities of interest. The unclosed terms take the form of state-dependent conditional expectations, which are directly estimated from data at sparse observation times. However, for systems exhibiting stiff, multiscale dynamics, data sparsity introduces regression discrepancies that compound during RoPDF evolution. This is overcome by introducing a kinetic-like defect term to the RoPDF equation, which is learned by assimilating in sparse, low-fidelity RoPDF estimates. Two assimilation methods are considered, namely nudging and deep neural networks, which are successfully tested against Monte Carlo simulations.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1988

On the precision of automated activation time estimation

We examined how the assignment of local activation times in epicardial and endocardial electrograms is affected by sampling rate, ambient signal-to-noise ratio, and sinx/x waveform interpolation. Algorithms used for the estimation of fiducial point locations included dV/dtmax, and a matched filter detection algorithm. Test signals included epicardial and endocardial electrograms overlying both normal and infarcted regions of dog myocardium. Signal-to-noise levels were adjusted by combining known data sets with white noise "colored" to match the spectral characteristics of experimentally recorded noise. For typical signal-to-noise ratios and sampling rates, the template-matching algorithm provided the greatest precision in reproducibly estimating fiducial point location, and sinx/x interpolation allowed for an additional significant improvement. With few restrictions, combining these two techniques may allow for use of digitization rates below the Nyquist rate without significant loss of precision.

NASA Discipline Cardiopulmonary↗
NASA NTRS1975

Estimation and Analysis of Nonlinear Stochastic Systems

The algebraic and geometric structures of certain classes of nonlinear stochastic systems were exploited in order to obtain useful stability and estimation results. The class of bilinear stochastic systems (or linear systems with multiplicative noise) was discussed. The stochastic stability of bilinear systems driven by colored noise was considered. Approximate methods for obtaining sufficient conditions for the stochastic stability of bilinear systems evolving on general Lie groups were discussed. Two classes of estimation problems involving bilinear systems were considered. It was proved that, for systems described by certain types of Volterra series expansions or by certain bilinear equations evolving on nilpotent or solvable Lie groups, the optimal conditional mean estimator consists of a finite dimensional nonlinear set of equations. The theory of harmonic analysis was used to derive suboptimal estimators for bilinear systems driven by white noise which evolve on compact Lie groups or homogeneous spaces.

Marcus, S. I.↗
DOE OSTI2024

Accurate numerical simulations of open quantum systems using spectral tensor trains

Decoherence between qubits is a major bottleneck in quantum computations. Decoherence results from intrinsic quantum and thermal fluctuations as well as noise in the external fields that perform the measurement and preparation processes. With prescribed colored noise spectra for intrinsic and extrinsic noise, we present a numerical method, Quantum Accelerated Stochastic Propagator Evaluation (Q-ASPEN), to solve the time-dependent noise-averaged reduced density matrix in the presence of intrinsic and extrinsic noise. Q-ASPEN is arbitrarily accurate and can be applied to provide estimates for the resources needed to error-correct quantum computations. We employ spectral tensor trains, which combine the advantages of tensor networks and pseudospectral methods, as a variational ansatz to the quantum relaxation problem and optimize the ansatz using methods typically used to train neural networks. Here, the spectral tensor trains in Q-ASPEN make accurate calculations with tens of quantum levels feasible. We present benchmarks for Q-ASPEN on the spin-boson model in the presence of intrinsic noise and on a quantum chain of up to 32 sites in the presence of extrinsic noise. In our benchmark, the memory cost of Q-ASPEN scales as a low-order polynomial in the size of the system once the number of system states surpasses the number of basis functions used in the spectral expansion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1989

Kalman estimation for SEDS measurements

The first on-orbit experiment of the Small Expendable Deployer System (SEDS) for tethered satellites will collect telemetry data for tethered length, rate of deployment, and tether tension. The post-flight analysis will use this data to reconstruct the deployment history and determine payload position and tether shape. Two Kalman estimator algorithms were written, and output using simulated measurement data was compared. Both estimators exhibited the same estimated state histories, indicating that numerical instability in the traditional algorithm was not the cause of filter divergence. Estimation of acceleration biases was added, which reduced the error but did not correct the divergence. An add-a-bead estimator that adds lumped masses as the tether is deployed was written, which provides a state model that matches the BEADSIM simulation providing the true measurements and states. This twenty-one bead estimator produced state histories similar to those of the two-bead estimator, indicating that the filter divergence was not caused by a reduced-order model. The noise models used to date are relatively simple and may be the source of estimator divergence. The investigation of colored noise models, cross-correlated measurement and process covariances, and noise-adaptive filter techniques is recommended.

Carrington, Connie K.↗
NASA NTRS1976

Analysis of bilinear noise models in circuits and devices

There are a number of applications in which linear noise models are inappropriate. In the paper, the use of bilinear noise models in circuits and devices is considered. Several physical problems are studied in this framework. These include circuits involving varying parameters (such as variable resistance circuits constructed using field-effect transistors), the effect of switching jitter on sampled data system performance and communication systems involving voltage-controlled oscillators and phase-lock loops. In addition, several types of analytical techniques for stochastic bilinear systems are considered. Specifically, the moment equations of Brockett for bilinear systems driven by white noise are discussed, and closed-form expressions for certain bilinear systems (those that evolve an Abelian or solvable Lie groups) driven by white or colored noise are derived. In addition, an approximate statistical technique involving the use of harmonic expansions is described.

Willsky, A. S.↗
NASA NTRS1986

A fully redundant double difference algorithm for obtaining minimum variance estimates from GPS observations

In double differencing a regression system obtained from concurrent Global Positioning System (GPS) observation sequences, one either undersamples the system to avoid introducing colored measurement statistics, or one fully samples the system incurring the resulting non-diagonal covariance matrix for the differenced measurement errors. A suboptimal estimation result will be obtained in the undersampling case and will also be obtained in the fully sampled case unless the color noise statistics are taken into account. The latter approach requires a least squares weighting matrix derived from inversion of a non-diagonal covariance matrix for the differenced measurement errors instead of inversion of the customary diagonal one associated with white noise processes. Presented is the so-called fully redundant double differencing algorithm for generating a weighted double differenced regression system that yields equivalent estimation results, but features for certain cases a diagonal weighting matrix even though the differenced measurement error statistics are highly colored.

Melbourne, William G.↗
NASA NTRS1990

Model reduction by weighted Component Cost Analysis

Component Cost Analysis considers any given system driven by a white noise process as an interconnection of different components, and assigns a metric called 'component cost' to each component. These component costs measure the contribution of each component to a predefined quadratic cost function. A reduced-order model of the given system may be obtained by deleting those components that have the smallest component costs. The theory of Component Cost Analysis is extended to include finite-bandwidth colored noises. The results also apply when actuators have dynamics of their own. Closed-form analytical expressions of component costs are also derived for a mechanical system described by its modal data. This is very useful to compute the modal costs of very high order systems. A numerical example for MINIMAST system is presented.

Kim, Jae H.↗